+294.8%
IONQ vs EXR
-11.8%
+306.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.1% |
| 7D | +0.8% | -2.6% | +3.4% | +2.6% |
| 30D | -1.0% | -7.2% | +6.2% | +4.1% |
| 3M | -39.8% | -3.5% | -36.3% | -39.2% |
| 6M | +6.4% | -5.3% | +11.7% | +9.4% |
| YTD | -11.9% | +9.4% | -21.3% | -18.7% |
| 1Y | -6.2% | +1.3% | -7.5% | -9.6% |
| 3Y | +125.7% | +22.4% | +103.3% | +83.2% |
| All | +294.8% | -11.8% | +306.6% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling